-18.7%
RIG vs OUST
+659.3%
-678.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.6% |
| 7D | +4.3% | +19.9% | -15.6% | +2.4% |
| 30D | -5.8% | +3.6% | -9.4% | -6.7% |
| 3M | -6.7% | -20.6% | +14.0% | -5.5% |
| 6M | -18.7% | +35.1% | -53.7% | -25.8% |
| YTD | +28.8% | +69.1% | -40.3% | +11.7% |
| 1Y | +28.8% | +49.9% | -21.1% | +13.2% |
| All | -18.7% | +659.3% | -678.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling